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<div class="subTitle">org.apache.commons.math3.stat.correlation</div>
<h2 title="Class SpearmansCorrelation" class="title">Class SpearmansCorrelation</h2>
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<pre>public class <span class="strong">SpearmansCorrelation</span>
extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre>
<div class="block">Spearman's rank correlation. This implementation performs a rank
 transformation on the input data and then computes <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation"><code>PearsonsCorrelation</code></a>
 on the ranked data.
 <p>
 By default, ranks are computed using <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaturalRanking.html" title="class in org.apache.commons.math3.stat.ranking"><code>NaturalRanking</code></a> with default
 strategies for handling NaNs and ties in the data (NaNs maximal, ties averaged).
 The ranking algorithm can be set using a constructor argument.</div>
<dl><dt><span class="strong">Since:</span></dt>
  <dd>2.0</dd>
<dt><span class="strong">Version:</span></dt>
  <dd>$Id: SpearmansCorrelation.java 1461822 2013-03-27 19:44:22Z tn $</dd></dl>
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<caption><span>Constructors</span><span class="tabEnd">&nbsp;</span></caption>
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<th class="colOne" scope="col">Constructor and Description</th>
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<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation()">SpearmansCorrelation</a></strong>()</code>
<div class="block">Create a SpearmansCorrelation without data.</div>
</td>
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<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation(org.apache.commons.math3.stat.ranking.RankingAlgorithm)">SpearmansCorrelation</a></strong>(<a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a>&nbsp;rankingAlgorithm)</code>
<div class="block">Create a SpearmansCorrelation with the given ranking algorithm.</div>
</td>
</tr>
<tr class="altColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation(org.apache.commons.math3.linear.RealMatrix)">SpearmansCorrelation</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;dataMatrix)</code>
<div class="block">Create a SpearmansCorrelation from the given data matrix.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation(org.apache.commons.math3.linear.RealMatrix, org.apache.commons.math3.stat.ranking.RankingAlgorithm)">SpearmansCorrelation</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;dataMatrix,
                    <a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a>&nbsp;rankingAlgorithm)</code>
<div class="block">Create a SpearmansCorrelation with the given input data matrix
 and ranking algorithm.</div>
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<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#computeCorrelationMatrix(double[][])">computeCorrelationMatrix</a></strong>(double[][]&nbsp;matrix)</code>
<div class="block">Computes the Spearman's rank correlation matrix for the columns of the
 input rectangular array.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#computeCorrelationMatrix(org.apache.commons.math3.linear.RealMatrix)">computeCorrelationMatrix</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;matrix)</code>
<div class="block">Computes the Spearman's rank correlation matrix for the columns of the
 input matrix.</div>
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<tr class="altColor">
<td class="colFirst"><code>double</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#correlation(double[], double[])">correlation</a></strong>(double[]&nbsp;xArray,
           double[]&nbsp;yArray)</code>
<div class="block">Computes the Spearman's rank correlation coefficient between the two arrays.</div>
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<tr class="rowColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#getCorrelationMatrix()">getCorrelationMatrix</a></strong>()</code>
<div class="block">Calculate the Spearman Rank Correlation Matrix.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation">PearsonsCorrelation</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#getRankCorrelation()">getRankCorrelation</a></strong>()</code>
<div class="block">Returns a <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation"><code>PearsonsCorrelation</code></a> instance constructed from the
 ranked input data.</div>
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<h3>Methods inherited from class&nbsp;java.lang.<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3>
<code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li>
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<h4>SpearmansCorrelation</h4>
<pre>public&nbsp;SpearmansCorrelation()</pre>
<div class="block">Create a SpearmansCorrelation without data.</div>
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<h4>SpearmansCorrelation</h4>
<pre>public&nbsp;SpearmansCorrelation(<a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a>&nbsp;rankingAlgorithm)</pre>
<div class="block">Create a SpearmansCorrelation with the given ranking algorithm.
 <p>
 From version 4.0 onwards this constructor will throw an exception
 if the provided <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaturalRanking.html" title="class in org.apache.commons.math3.stat.ranking"><code>NaturalRanking</code></a> uses a <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaNStrategy.html#REMOVED"><code>NaNStrategy.REMOVED</code></a> strategy.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>rankingAlgorithm</code> - ranking algorithm</dd><dt><span class="strong">Since:</span></dt>
  <dd>3.1</dd></dl>
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<h4>SpearmansCorrelation</h4>
<pre>public&nbsp;SpearmansCorrelation(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;dataMatrix)</pre>
<div class="block">Create a SpearmansCorrelation from the given data matrix.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>dataMatrix</code> - matrix of data with columns representing
 variables to correlate</dd></dl>
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<h4>SpearmansCorrelation</h4>
<pre>public&nbsp;SpearmansCorrelation(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;dataMatrix,
                    <a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a>&nbsp;rankingAlgorithm)</pre>
<div class="block">Create a SpearmansCorrelation with the given input data matrix
 and ranking algorithm.
 <p>
 From version 4.0 onwards this constructor will throw an exception
 if the provided <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaturalRanking.html" title="class in org.apache.commons.math3.stat.ranking"><code>NaturalRanking</code></a> uses a <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaNStrategy.html#REMOVED"><code>NaNStrategy.REMOVED</code></a> strategy.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>dataMatrix</code> - matrix of data with columns representing
 variables to correlate</dd><dd><code>rankingAlgorithm</code> - ranking algorithm</dd></dl>
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<h4>getCorrelationMatrix</h4>
<pre>public&nbsp;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;getCorrelationMatrix()</pre>
<div class="block">Calculate the Spearman Rank Correlation Matrix.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>Spearman Rank Correlation Matrix</dd></dl>
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<h4>getRankCorrelation</h4>
<pre>public&nbsp;<a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation">PearsonsCorrelation</a>&nbsp;getRankCorrelation()</pre>
<div class="block">Returns a <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation"><code>PearsonsCorrelation</code></a> instance constructed from the
 ranked input data. That is,
 <code>new SpearmansCorrelation(matrix).getRankCorrelation()</code>
 is equivalent to
 <code>new PearsonsCorrelation(rankTransform(matrix))</code> where
 <code>rankTransform(matrix)</code> is the result of applying the
 configured <code>RankingAlgorithm</code> to each of the columns of
 <code>matrix.</code></div>
<dl><dt><span class="strong">Returns:</span></dt><dd>PearsonsCorrelation among ranked column data</dd></dl>
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<h4>computeCorrelationMatrix</h4>
<pre>public&nbsp;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;computeCorrelationMatrix(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;matrix)</pre>
<div class="block">Computes the Spearman's rank correlation matrix for the columns of the
 input matrix.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - matrix with columns representing variables to correlate</dd>
<dt><span class="strong">Returns:</span></dt><dd>correlation matrix</dd></dl>
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<h4>computeCorrelationMatrix</h4>
<pre>public&nbsp;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;computeCorrelationMatrix(double[][]&nbsp;matrix)</pre>
<div class="block">Computes the Spearman's rank correlation matrix for the columns of the
 input rectangular array.  The columns of the array represent values
 of variables to be correlated.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - matrix with columns representing variables to correlate</dd>
<dt><span class="strong">Returns:</span></dt><dd>correlation matrix</dd></dl>
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<h4>correlation</h4>
<pre>public&nbsp;double&nbsp;correlation(double[]&nbsp;xArray,
                 double[]&nbsp;yArray)</pre>
<div class="block">Computes the Spearman's rank correlation coefficient between the two arrays.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>xArray</code> - first data array</dd><dd><code>yArray</code> - second data array</dd>
<dt><span class="strong">Returns:</span></dt><dd>Returns Spearman's rank correlation coefficient for the two arrays</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the arrays lengths do not match</dd>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the array length is less than 2</dd></dl>
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